'Gaussian Windows' is a method for exploring a set of multivariate data, in order to estimate the shape of the underlying density function. The method can be used to find and describe structural features in the data. The method is described in two earlier papers. I assume that the reader has access to both of these papers, so I will not repeat material from them. The program described herein is written in BASIC and it runs on an IBM PC or PS/2 with the DOS 3.3 operating system. Although the program is slow and has limited memory space, it is adequate for experimenting with the method. Since it is written in BASIC, it is relatively easy to modify. The program and some related files are available on a 3-inch diskette. A listing of the program is also available. This user's manual explains the use of the program. First, it gives a brief tutorial, illustrating some of the program's features with a set of artificial data. Then, it describes the results displayed after the program does a Gaussian window, and it explains each of the items on the various menus.